I tend to leave the castle nut on the end on the grounds of massive clumsiness, just in case something slips and burrs the thread.

 

Depends if it's going to fall on your head...

They tend to sulk for ages, then go with a CRACK and fall out.

I have a non-castellated nut of the same thread size that I just pop on the top of the thread when I do mine (albeit on a land rover), then use the scissor type splitter.

Can you guess how I arrived at this method (once I got back from having my forehead stitched up)?